2 papers
econ.EM2022
Adversarial Estimators
Jonas Metzger
We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximi…
econ.EM2019
Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations
Susan Athey, Guido Imbens, Jonas Metzger +1
When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credib…